Design of artificial neural networks based on genetic algorithms to forecast time series

In this work an initial approach to design Artificial Neural Networks to forecast time series is tackle, and the automatic process to design is carried out by a Genetic Algorithm. A key issue for these kinds of approaches is what information is included in the chromosome that represents an Artificial Neural Network. There are two principal ideas about this question: first, the chromosome contains information about parameters of the topology, architecture, learning parameters, etc. of the Artificial Neural Network, i.e. Direct Encoding Scheme; second, the chromosome contains the necessary information so that a constructive method gives rise to an Artificial Neural Network topology (or architecture), i.e. Indirect Encoding Scheme. The results for a Direct Encoding Scheme (in order to compare with Indirect Encoding Schemes developed in future works) to design Artificial Neural Networks for NN3 Forecasting Time Series Competition are shown

Echo State Queueing Network: a new reservoir computing learning tool

In the last decade, a new computational paradigm was introduced in the field of Machine Learning, under the name of Reservoir Computing (RC). RC models are neural networks which a recurrent part (the reservoir) that does not participate in the learning process, and the rest of the system where no recurrence (no neural circuit) occurs. This approach has grown rapidly due to its success in solving learning tasks and other computational applications. Some success was also observed with another recently proposed neural network designed using Queueing Theory, the Random Neural Network (RandNN). Both approaches have good properties and identified drawbacks. In this paper, we propose a new RC model called Echo State Queueing Network (ESQN), where we use ideas coming from RandNNs for the design of the reservoir. ESQNs consist in ESNs where the reservoir has a new dynamics inspired by recurrent RandNNs. The paper positions ESQNs in the global Machine Learning area, and provides examples of their use and performances. We show on largely used benchmarks that ESQNs are very accurate tools, and we illustrate how they compare with standard ESNs.Comment: Proceedings of the 10th IEEE Consumer Communications and Networking Conference (CCNC), Las Vegas, USA, 201